Casual Collection: Meteorites may be casually collected (i.e., free and without a permit), pursuant to BLM’s regulations at 43 CFR 8365.1-5. In accordance with those regulations:

Collection of meteorites is limited to certain public lands. Public lands closed to casual collection include: developed recreation sites, certain units of the National Landscape Conservation System, areas excluded from casual collection in a Land Use Plan such as an Area of Critical Environmental Concern (ACEC) or a wilderness area, and areas closed by supplemental regulations;

Individuals are limited to collecting what can be easily hand-carried, up to a maximum of ten pounds of meteorites per individual, per year;
Only surface collection of meteorites using non-motorized and non-mechanical equipment is allowed (metal detectors may be used); and

Casually-collected meteorites are for personal use only, and may not be bartered or sold for commercial purposes.
Scientific and Educational Use:

Individuals or institutions intending to collect meteorites for scientific research or educational use must obtain an Antiquities Act permit through a Bureau of Land Management (BLM) State Office, in accordance with 43 CFR 3.

Applications for an Antiquities Act permit will be reviewed by the authorized officer in the BLM State Office with jurisdiction over the Cultural Resources program.

Collection amounts allowed for scientific or educational use are specified in the permit and are not subject to the limits (ten pounds) established for casual collection.
Meteorites collected under permit must be curated in an approved repository, and must meet the requirements for curation as defined in 36 CFR 79.

Commercial Collection:
Unless otherwise prohibited by laws, regulations, land use plans or closures, meteorites may be commercially collected by individuals possessing a land use permit issued under the authority of the Federal Lands Policy and Management Act (FLPMA). Land use permits are issued by the local BLM office in accordance with the regulations in 43 CFR 2920.

The applicant must pay an application fee, a purchase price based on either a unit price or a percentage of the fair market value of the removed material, and a reclamation fee as appropriate.
The permittee must comply with all environmental laws and regulations for surface disturbing activities on public lands.

Collection amounts allowed for commercial use are specified in the permit and are not subject to the limits (ten pounds) established for casual collection.

Some interesting facts I've gleaned from the above articles - more than 40,000 meteorites have been found and cataloged. It's estimated that there is one meteorite per each square mile of earth.
The easiest place to spot meteorites is where there are few terrestrial rocks, barren expanses where dark rocks — meteorites tend to be blackish — will stand out. Deserts, such as Southern California's Mojave Desert and dry lake beds are ideal places to search.

Other than the copper culture people of the upper Great Lakes and the Mississippian Group worked metals are indeed rare, at least until the Mexican area begins. Might have something to do with the nomadic nature of most of the others. Extreme heat was also require to refine any metal obtained from ores, something the smaller fires of nomadics would lack. So any accidental discovery of smelting would be unlikely. Meteors ore often almost pure iron, sometimes with nickel etc. as well, making them alloys of similar composition to that used for modern tools and weapons. Anyone familiar with the use of heat and hammer to fashion such, would probably notice how these rocks were good raw material.
The existence of wheeled effigies from Mezo America suggests that the principal was known and understood. Who knows, maybe someone tried something bigger once, but liked the Cadillac ride of a slave-borne litter better ?
Until the horse came along, they would have had to pull the things around by hand. They may have thought it would be too slow.